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6. Return-based style analysis with time-varying exposures. (2006). van der Sluis, Pieter ; Swinkels, Laurens.
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7. Are Practitioners Right? On the Relative Importance of Industrial Factors in International Stock Returns. (2004). Isakov, Dusan ; Sonney, Frederic .
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8. A Note on Sector, Rating, and Maturity Effects on Risk Premia. (2004). Drakos, Konstantinos.
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9. Do countries or industries explain momentum in Europe?. (2004). Verbeek, Marno ; Swinkels, Laurens ; Nijman, Theo.
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1. Measuring time-varying financial market integration: An unobserved components approach. (2013). Berger, Tino ; Pozzi, Lorenzo.
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2. Housing market volatility in the OECD area: Evidence from VAR based return decompositions. (2013). Pedersen, Thomas ; Engsted, Tom.
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4. On the globalization of stock markets: An application of Vector Error Correction Model, Mutual Information and Singular Spectrum Analysis to the G7 countries. (2012). Menezes, Rui ; Hassani, Hossein ; Dionisio, Andreia.
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5. Pitfalls in VAR based return decompositions: A clarification. (2012). Pedersen, Thomas ; Engsted, Tom ; Tanggaard, Carsten .
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6. A new model-based approach to measuring time-varying financial market integration. (2011). Berger, Tino ; Pozzi, L..
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7. Transition to the Euro and its impact on country portfolio diversification. (2011). Smimou, K..
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8. The determinants of increasing equity market comovement: economic or financial integration?. (2010). Baele, Lieven ; Soriano, Pilar.
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9. Explaining international stock correlations with CPI fluctuations and market volatility. (2009). Chou, Ray ; Cai, Yijie ; Li, Dan.
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10. Changes in the international comovement of stock returns and asymmetric macroeconomic shocks. (2009). Pierdzioch, Christian ; Kizys, Renatas.
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11. The Role of Portfolio Constraints in the International Propagation of Shocks. (2008). Rigobon, Roberto ; Pavlova, Anna.
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12. A GARCH-based method for clustering of financial time series: International stock markets evidence. (2007). Crato, Nuno ; Caiado, Jorge.
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13. Is there an identity within international stock market volatilities?. (2007). Peña, Daniel ; Crato, Nuno ; Caiado, Jorge ; Pea, Daniel.
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14. Information, Trading Volume, and International Stock Return Comovements: Evidence from Cross-Listed Stocks. (2007). Karolyi, G. ; Gagnon, Louis.
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15. Stock market interactions and the impact of macroeconomic news: Evidence from high frequency data of European futures markets. (2006). Kräussl, Roman ; Kraussl, Roman ; Canto, Bea.
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16. Can Fundamentals Explain Cross-Country Correlations of Asset Returns?. (2006). Rodriguez, Rosa ; Restoy, Fernando.
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17. Is the Impact of ECB Monetary Policy on EMU Stock Market Returns asymmetric?. (2006). Napolitano, Oreste.
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18. Business-cycle fluctuations and international equity correlations. (2006). Pierdzioch, Christian ; Kizys, Renatas.
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19. Price and Volatility Transmission across Borders. (2006). Karolyi, G. ; Gagnon, Louis.
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20. Financial integration of new EU Member States. (2006). Manganelli, Simone ; Cappiello, Lorenzo ; Gerard, Bruno ; Kadareja, Arjan.
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21. Asymmetric Information in the Stock Market: Economic News and Co-movement. (2006). Vega, Clara ; Albuquerque, Rui.
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22. The response of global equity indexes to U.S. monetary policy announcements. (2005). Wongswan, Jon.
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23. Wealth Transfers, Contagion and Portfolio Constraints. (2005). Rigobon, Roberto ; Pavlova, Anna.
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24. Can fundamentals explain cross-country correlations of asset returns?. (2005). Rodriguez, Rosa ; Restoy, Fernando.
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25. The effect of the Euro on country versus industry portfolio diversification. (2004). Flavin, Thomas.
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26. Cash flows and discount rates, industry and country effects, and co-movement in stock returns. (2004). Wongswan, Jon ; Ammer, John.
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27. The effect of the Euro on country versus industry portfolio diversification. (2004). Flavin, Thomas.
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28. Stock Market Cycles, Financial Liberalization and Volatility. (2003). Pérez de Gracia, Fernando ; Gómez Biscarri, Javier ; Edwards, Sebastian.
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29. Modelling the linkages between US and Latin American stock markets. (2003). Sosvilla-Rivero, Simon.
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30. Stock Market Cycles, Financial Liberalization and Volatility. (2003). Pérez de Gracia, Fernando ; Gómez Biscarri, Javier ; Edwards, Sebastian.
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31. Are correlations of stock returns justified by subsequent changes in national outputs?. (2003). Harvey, Campbell ; Dumas, Bernard ; Ruiz, Pierre.
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32. The structure of interdependence in international stock markets. (2003). Yang, Jian ; Bessler, David.
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33. International market linkages. (2003). Bailey, Warren ; Choi, Jay J..
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34. U.S. multinationals and the home bias puzzle: an empirical analysis. (2003). Salehizadeh, Mehdi.
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35. The persistence of international diversification benefits before and during the Asian crisis. (2003). Rose, Lawrence ; Meyer, Thomas O..
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36. The empirical relationship between risk and return: evidence from the UK stock market. (2003). Xing, Xuejing ; Howe, John S..
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37. A Bayesian analysis of a variance decomposition for stock returns. (2003). Li, Kai ; Koop, Gary ; Hollifield, Burton.
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38. Measuring financial and economic integration with equity prices in emerging markets. (2002). Phylaktis, Kate ; Ravazzolo, Fabiola.
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39. The effects of the introduction of the euro on the volatility of European stock markets. (2002). MORANA, CLAUDIO ; Beltratti, Andrea.
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40. Correlated ARCH (CorrARCH): Modelling the time-varying conditional correlation between financial asset returns. (2002). Christodoulakis, George ; Satchell, Stephen E..
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41. Market efficiency, asset returns, and the size of the risk premium in global equity markets. (2002). Lundblad, Christian ; Bansal, Ravi.
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42. Modelling evolving long-run relationships: the linkages between stock markets in Asia. (2001). Sosvilla-Rivero, Simon.
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43. Global equity styles and industry effects: the pre-eminence of value relative to size. (2001). Kuo, Weiyu ; Satchell, Stephen E..
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44. Financial Development and the Sensitivity of Stock Markets to External Influences. (2000). Dellas, Harris ; Hess, Martin K..
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45. Country and industry factors in returns: evidence from emerging markets stocks. (2000). Serra, Ana Paula.
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46. Are Correlations of Stock Returns Justified by Subsequent Changes in National Outputs?. (2000). Harvey, Campbell ; Dumas, Bernard ; Ruiz, Pierre.
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47. An analysis of the relationship between international bond markets. (2000). Lekkos, Ilias ; Clare, Andrew.
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48. Competitiveness and the convergence of international business practice: North American evidence after NAFTA. (1999). Traichal, Patrick A. ; Braun, Gary P..
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49. Economic determinants of evolution in international stock market integration. (1999). Koch, Paul D. ; Bracker, Kevin ; Docking, Diane Scott .
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50. The relationship between international bond markets and international stock markets. (1998). Swanson, Peggy E. ; Gallo, John G. ; Lim, Edward S..
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